nearly all behavioral questions, quite odd no technical questions but was given a take-home exam at last. The take-home was more like idea gathering for their own business project purposes.
Quant Developer Interview Questions
2,954 quant developer interview questions shared by candidates
Is there any people or investor you respect?
St Petersburg Paradox - infinite EV
1. Introduce yourself. 2. Talk about your quant strategy designing experience. 3. what are assumptions of linear regression. 4. Other technical questions related to linear regression.
explain efficient frontier and the implication on portfolio choice.
Stochastic Integrals, 25 questions and 60 minutes
Asked me a question about computing Fibonacci numbers using an infinitely parallelisable computer, seemed reluctant to actually specify the problem properly.
Tell me a specific area you want to audit
Question about previous interships: Pricing, Statistics... Fair price of a dice game. Monte carlo variance reduction. Some finncial products
can't disclose due to NDA
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